+12.3%
CVS vs GLDM
+112.9%
-100.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | +12.0% | -2.0% | +13.9% | +11.8% |
| 30D | +2.8% | -4.4% | +7.2% | +2.6% |
| 3M | -3.6% | -8.8% | +5.3% | -3.8% |
| 6M | -1.6% | -15.9% | +14.3% | -1.9% |
| YTD | +16.3% | -7.7% | +24.0% | +16.7% |
| 1Y | +15.5% | -3.6% | +19.1% | +16.3% |
| 3Y | +48.1% | +105.2% | -57.1% | +49.4% |
| 5Y | +12.3% | +112.8% | -100.5% | +10.8% |
| All | +12.3% | +112.9% | -100.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling